0.35Open1.19Pre Close1 Volume56 Open Interest59.00Strike Price35.00Turnover171.25%IV7.17%PremiumDec 6, 2024Expiry Date0.00Intrinsic Value100Multiplier1DDays to Expiry0.35Extrinsic Value100Contract SizeAmericanOptions Type0.2160Delta0.0576Gamma88.61Leverage Ratio-0.5995Theta0.0003Rho19.14Eff Leverage0.0087Vega